000 | 04121nam a22006375i 4500 | ||
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001 | 978-3-540-44468-8 | ||
003 | DE-He213 | ||
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007 | cr nn 008mamaa | ||
008 | 121227s2004 gw | s |||| 0|eng d | ||
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_a9783540444688 _9978-3-540-44468-8 |
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_a10.1007/b98353 _2doi |
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_a519 _223 |
100 | 1 |
_aBielecki, Tomasz R. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aParis-Princeton Lectures on Mathematical Finance 2003 _h[electronic resource] / _cby Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong ; edited by René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2004. |
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300 |
_aX, 254 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1847 |
|
505 | 0 | _aT. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets. | |
520 | _aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong. | ||
650 | 0 | _aFinance. | |
650 | 0 | _aDistribution (Probability theory. | |
650 | 0 | _aMathematics. | |
650 | 1 | 4 |
_aQuantitative Finance. _0http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 | 2 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 | 2 | 4 |
_aGame Theory, Economics, Social and Behav. Sciences. _0http://scigraph.springernature.com/things/product-market-codes/M13011 |
700 | 1 |
_aBjörk, Tomas. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aJeanblanc, Monique. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aRutkowski, Marek. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aScheinkman, José A. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aXiong, Wei. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aCarmona, René A. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
700 | 1 |
_aÇinlar, Erhan. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
700 | 1 |
_aEkeland, Ivar. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
700 | 1 |
_aJouini, Elyes. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
700 | 1 |
_aScheinkman, José A. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
700 | 1 |
_aTouzi, Nizar. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540222668 |
776 | 0 | 8 |
_iPrinted edition: _z9783662183427 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1847 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/b98353 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
912 | _aZDB-2-BAE | ||
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